I find it interesting that you feel temperature in your dreams.

But to answer your question, there are two paths you can take, one is physiological and the other psychological.

Firstly, is your sleeping environment cold? I'm serious, your environment can and will influence your dreams!

Secondly, get lucid about lucidity. Do you think that feeling cold has anything to do with the sun or clouds in your dream sky? When you are flying do you believe you are flying through physical space? These questions are worth asking because you will not be fully lucid until you realise the full implications of being in a dream: that physical laws need not apply, that people and objects do not exist and will disappear when the dream ends, that your very dream body is illusory and your real body is safe and sound asleep in your bed. Next time you are lucid realise what it is to be really lucid and know that the only impediments are psychological. It's literally all in your head. The dream is taking place in your brain, any barriers you encounter are cause by a lack of full awareness of your state.